-34.6%
DOW vs DLR
+57.6%
-92.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -2.9% | +3.4% | -6.3% | -3.5% |
| 30D | +2.0% | -2.2% | +4.2% | +2.3% |
| 3M | -12.5% | +4.7% | -17.3% | -13.8% |
| 6M | -9.2% | +9.0% | -18.2% | -12.0% |
| YTD | +30.8% | +24.1% | +6.6% | +21.7% |
| 1Y | +29.4% | +20.9% | +8.5% | +21.2% |
| 3Y | -34.6% | +60.0% | -94.6% | -46.0% |
| All | -34.6% | +57.6% | -92.2% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling